On weighted multivariate sign functions

DOI10.1016/j.jmva.2022.105013zbMath1493.62285arXiv1905.02700OpenAlexW2944541792WikidataQ113870428 ScholiaQ113870428MaRDI QIDQ2146460

Subhabrata Majumdar, Snigdhansu Chatterjee

Publication date: 16 June 2022

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1905.02700

zbMATH Keywords

principal component analysissufficient dimension reductionoutlier detectiondata depthmultivariate sign

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Factor analysis and principal components; correspondence analysis (62H25)

Uses Software

• R
• MNM
• robustbase
• ROBPCA
• fda.usc
• ddalpha

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